Heavy Shadows On meshes
Yea in the end it was normal map problems, no clue why the hell the normal map from cage does not work at all but I just baked normal map form high and low poly mesh, and that fixed most of the shadow problems(after I flipped the green in the texture in UE4), took me whole 3 days to fix this god dammit, but at least I know how to bake normals now -_-... 
Thanks for trying to help me.